+8,520.0%
AMD vs MTUM
+315.5%
+8,204.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.1% | +5.7% | +5.6% |
| 7D | +44.7% | +10.8% | +33.9% | +23.9% |
| 30D | -3.3% | -11.4% | +8.1% | +20.4% |
| 3M | +21.2% | -11.7% | +32.9% | +52.8% |
| 6M | +30.6% | -8.2% | +38.8% | +60.0% |
| YTD | +173.3% | +11.3% | +162.0% | +156.8% |
| 1Y | +126.1% | +11.0% | +115.1% | +114.1% |
| 3Y | +393.5% | +93.2% | +300.3% | +113.2% |
| 5Y | +295.8% | +54.8% | +241.0% | +148.2% |
| All | +8,520.0% | +315.5% | +8,204.5% | +745.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MTUM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling